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1
Pricing stock and bond derivatives with a multi-factor Gaussian model
Bajeux-Besnainou, Isabelle
;
Portait, Roland
- In:
Applied mathematical finance
5
(
1998
)
3/4
,
pp. 207-225
Persistent link: https://www.econbiz.de/10001446813
Saved in:
2
Méthodes probabilistes d'évaluation et modèles à variables d'état : une synthèse
Bajeux-Besnainou, Isabelle
- In:
Finance : revue de l'Association Française de Finance
13
(
1993
)
2
,
pp. 23-56
Persistent link: https://www.econbiz.de/10001141395
Saved in:
3
An asset allocation puzzle: comment
Bajeux-Besnainou, Isabelle
;
Jordan, James V.
;
Portait, …
- In:
The American economic review
91
(
2001
)
4
,
pp. 1170-1179
Persistent link: https://www.econbiz.de/10001613330
Saved in:
4
Dynamic asset allocation for stocks, bonds, and cash
Bajeux-Besnainou, Isabelle
;
Jordan, James V.
;
Portait, …
- In:
The journal of business : B
76
(
2003
)
2
,
pp. 263-287
Persistent link: https://www.econbiz.de/10001776340
Saved in:
5
Portfolio optimization under tracking error and weights constraints
Bajeux-Besnainou, Isabelle
;
Belhaj, Riadh
;
Maillard, Didier
- In:
The journal of financial research
34
(
2011
)
2
,
pp. 295-330
Persistent link: https://www.econbiz.de/10009372972
Saved in:
6
Gestion de portefeuille dans un modèle binomial
Bajeux-Besnainou, Isabelle
- In:
Annales d'économie et de statistique
(
1989
),
pp. 49-76
Persistent link: https://www.econbiz.de/10001076717
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7
Gestion de portefeuille dans un modèle binomial en horizon infini
Bajeux-Besnainou, Isabelle
- In:
Finance : revue de l'Association Française de Finance
12
(
1991
)
2
,
pp. 53-78
Persistent link: https://www.econbiz.de/10001139189
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8
Opérations d'initiés : une analyse de surplus
Bajeux-Besnainou, Isabelle
- In:
Finance : revue de l'Association Française de Finance
10
(
1989
)
1
,
pp. 7-19
Persistent link: https://www.econbiz.de/10001079143
Saved in:
9
Dynamic spanning: are options an appropriate instrument?
Bajeux-Besnainou, Isabelle
- In:
Mathematical finance : an international journal of …
6
(
1996
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10001201646
Saved in:
10
Mean-variance asset allocation for long horizons
Bajeux-Besnainou, Isabelle
;
Jordan, James V.
- In:
Finance : revue de l'Association Française de Finance
22
(
2001
)
2
,
pp. 7-23
Persistent link: https://www.econbiz.de/10001626663
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